Table 6 P-values obtained in the Levene tests for simulations with FD4 and KS-FD4 methods
From: Improvement in Hurst exponent estimation and its application to financial markets
H | SIZE | METHOD | P-VALUE LEVENE |
|---|---|---|---|
0.1 | \(2^7\) | FD4 | 0.000 |
KS-FD4 | |||
\(2^{10}\) | FD4 | 0.000 | |
KS-FD4 | |||
\(2^{12}\) | FD4 | 0.000 | |
KS-FD4 | |||
0.5 | \(2^{7}\) | FD4 | 0.000 |
KS-FD4 | |||
\(2^{10}\) | FD4 | 0.000 | |
KS-FD4 | |||
\(2^{12}\) | FD4 | 0.000 | |
KS-FD4 | |||
0.9 | \(2^{7}\) | FD4 | 0.000 |
KS-FD4 | |||
\(2^{10}\) | FD4 | 0.000 | |
KS-FD4 | |||
\(2^{12}\) | FD4 | 0.000 | |
KS-FD4 |